AmericanExchangeOption | Valuation of Mutiple Assets Options |
arithmeticAsianMCPayoff | Monte Carlo Valuation of Options |
AsianOptions | Valuation of Asian Options |
AssetOrNothingOption | Valuation of Binary Options |
BarrierOptions | Valuation of Barrier Options |
BasicAmericanOptions | Valuation of Basic American Options |
BAWAmericanApproxOption | Valuation of Basic American Options |
BinaryBarrierOption | Valuation of Binary Options |
BinaryOptions | Valuation of Binary Options |
BinomialTreeOption | Binomial Tree Option Model |
BinomialTreeOptions | Binomial Tree Option Model |
BinomialTreePlot | Binomial Tree Option Model |
Black76Option | Valuation of Plain Vanilla Options |
BlackScholesOption | Valuation of Plain Vanilla Options |
BSAmericanApproxOption | Valuation of Basic American Options |
CashOrNothingOption | Valuation of Binary Options |
CBND | Valuation of Plain Vanilla Options |
CND | Valuation of Plain Vanilla Options |
ComplexChooserOption | Valuation of Mutiple Exercises Options |
CRRBinomialTreeOption | Binomial Tree Option Model |
DiscreteBarrierOption | Valuation of Barrier Options |
DoubleBarrierOption | Valuation of Barrier Options |
EquityLinkedFXOption | Valuation of Currency Translated Options |
EuropeanExchangeOption | Valuation of Mutiple Assets Options |
ExchangeOnExchangeOption | Valuation of Mutiple Assets Options |
ExecutiveStockOption | Valuation of Mutiple Exercises Options |
ExtremeSpreadOption | Valuation of Lookback Options |
FEInDomesticFXOption | Valuation of Currency Translated Options |
FixedStrikeLookbackOption | Valuation of Lookback Options |
FloatingStrikeLookbackOption | Valuation of Lookback Options |
fOptionsTools | fOptions Tools |
ForwardStartOption | Valuation of Mutiple Exercises Options |
FXTransOptions | Valuation of Currency Translated Options |
GapOption | Valuation of Binary Options |
GBSCharacteristics | Valuation of Plain Vanilla Options |
GBSGreeks | Valuation of Plain Vanilla Options |
GBSOption | Valuation of Plain Vanilla Options |
GBSVolatility | Valuation of Plain Vanilla Options |
GeometricAverageRateOption | Valuation of Asian Options |
HestonNandiOption | Option Price for the Heston-Nandi Garch Option Model |
hngarchFit | Heston-Nandi Garch(1,1) Modelling |
hngarchSim | Heston-Nandi Garch(1,1) Modelling |
hngarchStats | Heston-Nandi Garch(1,1) Modelling |
HNGCharacteristics | Option Price for the Heston-Nandi Garch Option Model |
HNGGreeks | Option Price for the Heston-Nandi Garch Option Model |
HNGOption | Option Price for the Heston-Nandi Garch Option Model |
HolderExtendibleOption | Valuation of Mutiple Exercises Options |
JRBinomialTreeOption | Binomial Tree Option Model |
LevyAsianApproxOption | Valuation of Asian Options |
LookbackOptions | Valuation of Lookback Options |
LookBarrierOption | Valuation of Barrier Options |
LowDiscrepancy | Low Discrepancy Sequences |
MiltersenSchwartzOption | Valuation of Plain Vanilla Options |
MonteCarloOption | Monte Carlo Valuation of Options |
MonteCarloOptions | Monte Carlo Valuation of Options |
MultAssetsOptions | Valuation of Mutiple Assets Options |
MultExercisesOptions | Valuation of Mutiple Exercises Options |
NDF | Valuation of Plain Vanilla Options |
OptionOnOption | Valuation of Mutiple Exercises Options |
plainVanillaMCPayoff | Monte Carlo Valuation of Options |
PlainVanillaOptions | Valuation of Plain Vanilla Options |
print.hngarch | Heston-Nandi Garch(1,1) Modelling |
print.option | Valuation of Plain Vanilla Options |
PTFixedStrikeLookbackOption | Valuation of Lookback Options |
PTFloatingStrikeLookbackOption | Valuation of Lookback Options |
PTSingleAssetBarrierOption | Valuation of Barrier Options |
PTTwoAssetBarrierOption | Valuation of Barrier Options |
QuantoOption | Valuation of Currency Translated Options |
RatchetOption | Valuation of Mutiple Exercises Options |
rnorm.halton | Low Discrepancy Sequences |
rnorm.pseudo | Low Discrepancy Sequences |
rnorm.sobol | Low Discrepancy Sequences |
RollGeskeWhaleyOption | Valuation of Basic American Options |
runif.halton | Low Discrepancy Sequences |
runif.pseudo | Low Discrepancy Sequences |
runif.sobol | Low Discrepancy Sequences |
SimpleChooserOption | Valuation of Mutiple Exercises Options |
SoftBarrierOption | Valuation of Barrier Options |
SpreadApproxOption | Valuation of Mutiple Assets Options |
StandardBarrierOption | Valuation of Barrier Options |
summary.hngarch | Heston-Nandi Garch(1,1) Modelling |
summary.option | Valuation of Plain Vanilla Options |
SuperShareOption | Valuation of Binary Options |
TakeoverFXOption | Valuation of Currency Translated Options |
TIANBinomialTreeOption | Binomial Tree Option Model |
TimeSwitchOption | Valuation of Mutiple Exercises Options |
TurnWakeAsianApproxOption | Valuation of Asian Options |
TwoAssetBarrierOption | Valuation of Barrier Options |
TwoAssetCashOrNothingOption | Valuation of Binary Options |
TwoAssetCorrelationOption | Valuation of Mutiple Assets Options |
TwoRiskyAssetsOption | Valuation of Mutiple Assets Options |
wienerMCPath | Monte Carlo Valuation of Options |
WriterExtendibleOption | Valuation of Mutiple Exercises Options |
xmpfOptions | fOptions Tools |
xmpOptions | fOptions Tools |